-16.3%
CDW vs KMX
-54.8%
+38.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.5% | +7.5% |
| 7D | +0.9% | -3.1% | +4.0% | +1.8% |
| 30D | +13.1% | +4.4% | +8.6% | +11.9% |
| 3M | +19.7% | +18.9% | +0.8% | +14.0% |
| 6M | +30.7% | +44.3% | -13.6% | +17.4% |
| YTD | +14.7% | +58.7% | -44.0% | 0.0% |
| 1Y | -5.3% | +0.1% | -5.4% | -8.0% |
| 3Y | -23.8% | -24.4% | +0.6% | -21.8% |
| All | -16.3% | -54.8% | +38.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling